+269.5%
SLV vs MGY
+210.4%
+59.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | +3.5% | -6.4% | -3.2% |
| 30D | -1.6% | +5.3% | -6.9% | -2.1% |
| 3M | -4.4% | +2.6% | -7.1% | -4.8% |
| 6M | -25.4% | -3.3% | -22.1% | -25.6% |
| YTD | -9.8% | +29.2% | -39.0% | -12.6% |
| 1Y | +53.8% | +18.0% | +35.8% | +50.2% |
| 3Y | +174.7% | +30.0% | +144.7% | +163.9% |
| 5Y | +164.3% | +92.7% | +71.6% | +144.4% |
| All | +269.5% | +210.4% | +59.1% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling